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b) The following information on the performance of three funds A, B and C in Australia. Calculate the Coefficient of variation, Sharpe and Jensen Indices

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b) The following information on the performance of three funds A, B and C in Australia. Calculate the Coefficient of variation, Sharpe and Jensen Indices of performance for these funds and interpret the results. (4 marks) Average Standard Fund Market Risk-free rate Fund A Fund B Fund C 4.95 1.64 9.50 8.65 5.70 return (%) deviation (%) 10.75 14.82 12.33 Beta 0.873 1.251 1.005

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